It was Preston's fifth win in six games and was thanks to man of the match Neil Mellor.
After ten minutes Preston striker Chris Brown curled a 20-yard right-foot shot and Blades keeper Paddy Kenny saved low down to his left-hand side.
Matthew Kilgallon then brought down Mellor in the penalty box as he was running down the right-hand side and the referee pointed to the penalty spot and booked Kilgallon.
Up stepped Callum Davidson, the Preston left-back and he hammered a left-foot penalty into the net after 28 minutes. It was his second penalty in four games and fourth goal of the season.
Davidson however had to go off at half-time and was replaced by another left-back, Matt Hil, who was Player of the Year last season.
Mellor had a weak shot from 15 yards saved and David Carney had a free-kick saved by Preston keeper Andy Lonergan, who dived to his right to push the ball away before it was cleared.
Stephen Quinn replaced Carney a minute later and managed to get the ball in the back of the net, but this was disallowed for offside.
Mellor won the ball just outside the penalty box on the left-hand side and curled a 20-yard right-foot shot into the bottom corner of the net to make it 2-0 to Preston.
Chris Morgan was booked for a foul and substitute James Beattie, who came on for Gary Naysmith, shot into the sidenetting after 75 minutes.
Simon Whaley had a 25-yard shot saved by Kenny, but was later injured by Quinn and had to be replaced by Richard Chaplow.
Keith Gillespie replaced Michael Tonge and in the 87th minute, before Youl Mawene fouled Morgan in the box and the referee gave a penalty which Beattie smacked home to pull a goal back.
Six minutes were added and Morgan was shown a second yellow then a red for a foul on Mellor.
Mellor was booked for a foul, but then ran through in the last seconds to score from close range right-footed to make it 3-1.